The two words appear to both mean the English word
question. Are they completely interchangeable?
I am not a native speaker, but as I understand it: 質問 means a question in general; 設問 is a question that has been posed. That is, 設問する is to ask a question that you already know the answer to or for the purpose of generating discussion.
Be careful, however, because what we call a "question" on an exam in English is a 問題 in Japanese.
According to the dictionary:
せつもん【設問】: a question to assess the knowledge of a candidate or student.
しつもん【質問】: a question about something you don't know.